CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 1.0099 1.0139 0.0040 0.4% 1.0125
High 1.0151 1.0182 0.0031 0.3% 1.0137
Low 1.0096 1.0138 0.0042 0.4% 1.0006
Close 1.0142 1.0151 0.0009 0.1% 1.0121
Range 0.0055 0.0044 -0.0011 -20.0% 0.0131
ATR 0.0076 0.0074 -0.0002 -3.0% 0.0000
Volume 60,650 58,813 -1,837 -3.0% 350,628
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0289 1.0264 1.0175
R3 1.0245 1.0220 1.0163
R2 1.0201 1.0201 1.0159
R1 1.0176 1.0176 1.0155 1.0189
PP 1.0157 1.0157 1.0157 1.0163
S1 1.0132 1.0132 1.0147 1.0145
S2 1.0113 1.0113 1.0143
S3 1.0069 1.0088 1.0139
S4 1.0025 1.0044 1.0127
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0481 1.0432 1.0193
R3 1.0350 1.0301 1.0157
R2 1.0219 1.0219 1.0145
R1 1.0170 1.0170 1.0133 1.0129
PP 1.0088 1.0088 1.0088 1.0068
S1 1.0039 1.0039 1.0109 0.9998
S2 0.9957 0.9957 1.0097
S3 0.9826 0.9908 1.0085
S4 0.9695 0.9777 1.0049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0182 1.0008 0.0174 1.7% 0.0067 0.7% 82% True False 62,964
10 1.0182 1.0006 0.0176 1.7% 0.0073 0.7% 82% True False 68,212
20 1.0182 0.9932 0.0250 2.5% 0.0075 0.7% 88% True False 69,812
40 1.0182 0.9799 0.0383 3.8% 0.0077 0.8% 92% True False 65,553
60 1.0182 0.9701 0.0481 4.7% 0.0081 0.8% 94% True False 54,539
80 1.0182 0.9640 0.0542 5.3% 0.0082 0.8% 94% True False 41,005
100 1.0182 0.9605 0.0577 5.7% 0.0085 0.8% 95% True False 32,853
120 1.0182 0.9338 0.0844 8.3% 0.0084 0.8% 96% True False 27,400
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.0369
2.618 1.0297
1.618 1.0253
1.000 1.0226
0.618 1.0209
HIGH 1.0182
0.618 1.0165
0.500 1.0160
0.382 1.0155
LOW 1.0138
0.618 1.0111
1.000 1.0094
1.618 1.0067
2.618 1.0023
4.250 0.9951
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 1.0160 1.0146
PP 1.0157 1.0141
S1 1.0154 1.0137

These figures are updated between 7pm and 10pm EST after a trading day.

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